"Exercise training may facilitate the development of brain function that increases tolerance of these signals and associated sensations, and this increase in tolerance may contribute to improved endurance performance," researchers wrote.

The study from the American College of Sports Medicine found that people who exercise occasionally—in this case, 30 minutes of moderate cycling on an exercise bike three times a week—saw a 20 percent increase in pain tolerance.

Different from the pain threshold, pain tolerance is the level where pain becomes unbearable. The pain threshold, on the other hand, is the level where pain first becomes noticeable.